+26.4%
P vs SPG
+21.3%
+5.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +0.9% |
| 7D | +6.5% | -2.4% | +8.9% | +5.2% |
| 30D | +18.8% | -6.8% | +25.7% | +14.7% |
| 3M | +26.7% | +2.7% | +24.1% | +26.5% |
| 6M | +62.2% | +5.5% | +56.7% | +61.5% |
| YTD | +48.5% | +15.7% | +32.8% | +53.2% |
| 1Y | +26.4% | +20.9% | +5.5% | +30.3% |
| All | +26.4% | +21.3% | +5.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling